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EFTA01207062

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From: Vahe Stepanian To: Jeffrey Epstein <[email protected]> Morris Stewart Oldfield , "'Richard , Ariane Dwyer , Paul CC: Daniel Sabba Kahn"' Subject: RE: Trade Report 8/12/14 - USDCNH lyr Put [C] Date: Fri, 07 Aug 2015 15:50:18 +0000 Inline-Images: image003.png; image004.png; image005.gif; image006.gif; image001.jpg Classification: Confidential Jeffrey — recall that you are long a CNH option that will expire on Wednesday, Aug. 12th - details in email at bottom. Ahead of the expiry, we wanted to send pricing in case you wish to roll for another year. Indicative pricing is for an option struck around current USD/CNH spot. Indicative pricing is as follows: Spot ref = 6.2173 Southern Financial buys European USD Put on USD/CNH Strike: 6.218 Notional: USD 75,000,000 Expiry: Tue 09-Aug-2016 (1y) Premium: USD 295,000 Please let us know if you have questions. Thank you, Vahe CNN 1 6.2163 BGN 6.2162/6.2165 BGN 10:47 0 6. 2176 Hi 6.2246 to 6.2146 Close 6.2177 Value 08/11/15 99 Save As... Sirical tine Chart DS/07/2014 os o7 2015 test Price =MOW Compare rov. Av5≤ ID 3D IM bM YTD 3Y SY Max Daily V Secunty/Stuay 0 EFTA01207062

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